Anic Equity¶

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Total return since start: 0.738 %¶

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Equity now: -----------------------------> 53101.39 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 33263.75 Kr¶

PnL: ---------------------------------------> 14.58 Kr¶

DD now: ---------------------------------> -0.036 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:02:18.039341'

Anic Portfolio¶

Today¶

Return: 0.066 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week¶

Return: 0.066 %¶

Total¶

Return: 73.84 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Lundin Gold 7 2.470000 987.000000 15.400000 1.590000 971.600000
New Wave B 20 1.870000 3918.000000 12.000000 0.310000 3906.000000
Ambea 68 2.860000 2541.840000 10.880000 0.430000 2530.960000
BHG Group 49 -1.720000 645.330000 7.840000 1.230000 637.490000
Indutrade 5 0.950000 1321.500000 4.500000 0.340000 1317.000000
NCC B 7 1.680000 655.550000 3.850000 0.590000 651.700000
SynAct Pharma 9 2.430000 646.200000 3.600000 0.560000 642.600000
Addtech B 3 2.360000 701.400000 3.000000 0.430000 698.400000
SCA A 4 -0.400000 600.800000 2.400000 0.400000 598.400000
Latour B 2 1.080000 450.600000 2.200000 0.490000 448.400000
Biotage 4 0.130000 602.400000 1.600000 0.270000 600.800000
Fortnox 10 -0.270000 667.000000 1.400000 0.210000 665.600000
Volati 5 2.140000 574.000000 1.000000 0.170000 573.000000
Sdiptech B 3 2.010000 820.800000 0.600000 0.070000 820.200000
Creades A 7 1.100000 609.000000 0.350000 0.060000 608.650000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Lime Technologies 2 6.670000 592.000000 0.000000 0.000000 592.000000
Investor A 16 -0.320000 3536.000000 0.000000 0.000000 3536.000000
Humana 40 1.200000 672.000000 0.000000 0.000000 672.000000
Gaming Innovation Group 161 1.370000 4177.950000 0.000000 0.000000 4177.950000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Xvivo Perfusion 3 -0.530000 843.000000 0.000000 0.000000 843.000000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Embracer Group B 26 1.300000 655.980000 -3.640000 -0.550000 659.620000
NCC A 6 -0.200000 592.800000 -4.800000 -0.800000 597.600000
BONESUPPORT HOLDING 10 0.830000 1216.000000 -5.000000 -0.410000 1221.000000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 33263.750000 14.580000 -0.03569% 33249.170000

Updated:¶

'2023-06-07 16:02:32.198991'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶